+332.8%
UMC vs MSFU
+73.2%
+259.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | +9.0% | -1.8% | +10.8% | +9.4% |
| 30D | +17.2% | +0.5% | +16.8% | +16.8% |
| 3M | +11.4% | +51.9% | -40.5% | -0.7% |
| 6M | +137.5% | +35.0% | +102.6% | +115.8% |
| YTD | +193.1% | -9.0% | +202.1% | +196.3% |
| 1Y | +240.3% | -18.8% | +259.1% | +253.9% |
| 3Y | +262.2% | +25.5% | +236.7% | +198.1% |
| All | +332.8% | +73.2% | +259.6% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling